-1.7%
XLC vs FAST
+38.3%
-40.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +3.7% | +4.2% | -0.4% | +3.2% |
| 30D | -1.9% | +6.7% | -8.6% | -2.6% |
| 3M | -3.1% | +8.0% | -11.2% | -4.0% |
| 6M | -6.4% | +27.4% | -33.8% | -9.2% |
| YTD | -6.8% | +40.5% | -47.3% | -11.6% |
| 1Y | -1.7% | +38.4% | -40.1% | -6.5% |
| All | -1.7% | +38.3% | -40.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling